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Exploring Open Interest for Futures Contracts with R | Finance Train

Derivatives with R

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15 lessons0%

Overview of Derivatives with R Tutorial

How to Create Futures Continuous Series

Exploring Crude Oil (CL) Future Data from Quandl in R

R Visualization of Statistical Properties of Future Prices

Comparing Futures vs Spot Prices for WTI Crude Oil

Different Parties in the Futures Market

Creating Term Structure of Futures Contracts Using R

Contango and Backwardation

Exploring Open Interest for Futures Contracts with R

Review of Options Contracts

Black Scholes Options Pricing Model in R

Binomial Option Pricing Model in R

Understanding Options Greeks

Options Strategy: Create Bull Call Spread with R Language

Options Strategy: Create Long Straddle with R Language

Exploring Open Interest for Futures Contracts with R

In this article we will explore in greater depth the Open Interest variable of the futures contracts price data and see in which months of the year this variable tends to increase for a particular contract. For this purpose, we have gathered contracts futures data from CSI 500 Shanghai Index.

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